Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/15326340802641006
Reference33 articles.
1. Tail asymptotics for the sum of two heavy-tailed dependent risks
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5. Subexponentiality of the product of independent random variables
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